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Re: st: Estimating Confidence Interval for ROC

From   Ricardo Ovaldia <[email protected]>
To   [email protected]
Subject   Re: st: Estimating Confidence Interval for ROC
Date   Mon, 13 Jun 2005 13:12:01 -0700 (PDT)

--- Marc Schuhmacher <[email protected]> wrote:

> I developed a rating system based on a logit and a
> survival analysis model and use brier to estimate
> the ROC. However, I don't know how to derive the
> confidence intervall for my results. Please help.

I think that you can trick -roctab- to do this by
using the actual cutpoints and corresponding predicted
probabilities as your data. There was an article in
the Stata Journal written by M. Cleves that describes
a similar approach. I think it may help.


Ricardo Ovaldia, MS
Oklahoma City, OK

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